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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+7.88%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$44.9B
AUM Growth
-$54.8B
Cap. Flow
-$57B
Cap. Flow %
-126.84%
Top 10 Hldgs %
46.94%
Holding
2,385
New
214
Increased
344
Reduced
647
Closed
1,131

Top Buys

Rank Stock Value
1
PDD icon
Pinduoduo
PDD
+$149M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$139M
3
WFC icon
Wells Fargo
WFC
+$96.7M
4
NVDA icon
NVIDIA
NVDA
+$83.8M
5
TSM icon
TSMC
TSM
+$59.6M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$535M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$431M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$406M
4
META icon
Meta Platforms (Facebook)
META
+$271M
5
MSFT icon
Microsoft
MSFT
+$229M

Sector Composition

Rank Sector Weight
1 Technology 2.06%
2 Consumer Discretionary 1.38%
3 Financials 0.77%
4 Communication Services 0.69%
5 Industrials 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NG icon
1951
CALL
NovaGold Resources
NG
$3.33B
– –
-6,700
Closed -$66K
NG icon
1952
NovaGold Resources
NG
$3.33B
– –
-359,367
Closed -$3.48M
NG icon
1953
PUT
NovaGold Resources
NG
$3.33B
– –
-800
Closed -$8K
NI icon
1954
CALL
NiSource
NI
$20.4B
– –
-5,200
Closed -$119K
NI icon
1955
NiSource
NI
$20.4B
– –
-453
Closed -$10K
NI icon
1956
PUT
NiSource
NI
$20.4B
– –
-7,700
Closed -$177K
NOG icon
1957
Northern Oil and Gas
NOG
$2.35B
– –
-9,457
Closed -$83K
NOG icon
1958
PUT
Northern Oil and Gas
NOG
$2.35B
– –
-10,000
Closed -$88K
NOV icon
1959
CALL
NOV
NOV
$7B
– –
-9,900
Closed -$136K
NTAP icon
1960
PUT
NetApp
NTAP
$37.2B
– –
-206,500
Closed -$13.7M
NTRS icon
1961
Northern Trust
NTRS
$33.9B
– –
-87
Closed -$8.54K
NTRS icon
1962
PUT
Northern Trust
NTRS
$33.9B
– –
-3,100
Closed -$290K
NVCR icon
1963
PUT
NovoCure
NVCR
$1.91B
– –
-92,400
Closed -$16M
NVS icon
1964
CALL
Novartis
NVS
$297B
– –
-2,700
Closed -$255K
NVS icon
1965
Novartis
NVS
$297B
– –
-57
Closed -$5K
OC icon
1966
CALL
Owens Corning
OC
$12.4B
– –
-50,000
Closed -$3.79M
OC icon
1967
Owens Corning
OC
$12.4B
– –
-795
Closed -$60K
OC icon
1968
PUT
Owens Corning
OC
$12.4B
– –
-50,000
Closed -$3.79M
ORC
1969
Orchid Island Capital
ORC
$1.31B
– –
-20,037
Closed -$523K
OSW icon
1970
CALL
OneSpaWorld
OSW
$2.66B
– –
-11,200
Closed -$114K
OSW icon
1971
OneSpaWorld
OSW
$2.66B
– –
-24,586
Closed -$249K
OUT icon
1972
Outfront Media
OUT
$5.5B
– –
-7,871
Closed -$152K
OUT icon
1973
PUT
Outfront Media
OUT
$5.5B
– –
-380,991
Closed -$7.33M
OXY.WS icon
1974
CALL
Occidental Petroleum Corp Warrants
OXY.WS
$32B
– –
-18,000
Closed -$123K
OXY.WS icon
1975
PUT
Occidental Petroleum Corp Warrants
OXY.WS
$32B
– –
-3,072
Closed -$21K
77 78
79
80 81

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Credit Agricole
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Carson Wealth (CWM LLC)
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HF
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Parallax Volatility Advisers's Q1 2021 Portfolio in Review

As of Q1 2021, Parallax Volatility Advisers held 2,385 positions worth $44.9B, down 55% from $99.7B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers withdrew a net $57B in Q1 2021, closing 1,131 positions and reducing 647 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $431M position sold in full.

By sector, the portfolio is most concentrated in Technology at 2.1% of assets, up from 1.5% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Parallax Volatility Advisers opened a new position in Weibo worth $13.9M.

  • Parallax Volatility Advisers's largest Q1 2021 buy was Weibo: 274,991 shares worth $13.9M.
  • Parallax Volatility Advisers added most to Pinduoduo in Q1 2021, an estimated $149M increase.
  • Parallax Volatility Advisers's biggest Q1 2021 reduction was Tesla, cutting an estimated $535M.
  • Parallax Volatility Advisers fully exited Invesco QQQ Trust in Q1 2021, selling an estimated $431M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $44.9B portfolio in Q1 2021.
  • Parallax Volatility Advisers opened 214 new positions and closed 1,131 in Q1 2021.
  • Parallax Volatility Advisers's portfolio value fell 55% quarter-over-quarter to $44.9B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2021, filed 14 May 2021.